problem in generating positive stable random numbers
"X. Cong" <xcong at stat.rice.edu> writes:
Dear all, I am trying to use the rstable(n, alpha, beta, gamma = 1, delta = 0, pm = c(0, 1, 2))) function to generate positive stable random numbers. For positive stable distribution, beta==1 and alpha is in (0,1), which defines random variables with support (0, infinity). So, I used rstable(100, 0.5, 1) for an example. I found that this gives me some negative numbers. For example,
rstable(10, 0.5, 1)
[1] 6.3016252 399.3659030 11.2735789 1.9550625 -0.6762333 1.6810761 [7] 0.9091360 1.9100991 -0.7593737 24.2788471 Does anybody know why this should happen?
Doesn't sound like it should...
From where did you get rstable()? It isn't part of R itself, and
poking around shows at least three different sources for it (CircStats, fBasics, stable (Lambert/Lindsey, not on CRAN)). I seem to recall that the third one also has a distribution function which is almost, but not quite monotone. The usual advice of taking package problems to the package maintainer applies.
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